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Backtesting-And-Risk-Not-in-VaR-RNiV-using-Python

Portfolio VaR and CVaR Analysis using Python - A quantitative finance project demonstrating Value at Risk (VaR), Conditional VaR (CVaR), and backtesting using 3 years of daily stock data. Includes data collection via yfinance, breach detection, Kupiec backtest, and visualization of tail risk events.

backtesting finance financialriskanalysis matplotlib numpy-python pandas python quantitative-finance risk-management scipy

Creat：2025-10-18T19:33:12

Update：2025-10-18T20:20:30

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